-13.1%
PEP vs WAB
+162.1%
-175.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.7% |
| 7D | -1.4% | -3.2% | +1.8% | -1.2% |
| 30D | +0.2% | -4.4% | +4.7% | +0.6% |
| 3M | -1.1% | +7.9% | -9.0% | -1.9% |
| 6M | -13.5% | +8.7% | -22.2% | -14.3% |
| YTD | -1.2% | +33.0% | -34.2% | -4.0% |
| 1Y | -1.6% | +46.7% | -48.2% | -5.4% |
| All | -13.1% | +162.1% | -175.1% | -28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded WAB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling